BDgraph (version 2.62)

covariance: Estimated covariance matrix

Description

Provides the estimated covariance matrix.

Usage

covariance( bdgraph.obj, round = 2 )

Arguments

bdgraph.obj

An object of S3 class "bdgraph", from function bdgraph. It also can be an object of S3 class "ssgraph", from the function ssgraph of R package ssgraph.

round

A value for rounding all probabilities to the specified number of decimal places.

Value

A matrix which corresponds the estimated covariance matrix.

References

Mohammadi, R. and Wit, E. C. (2019). BDgraph: An R Package for Bayesian Structure Learning in Graphical Models, Journal of Statistical Software, 89(3):1-30

Mohammadi, A. and Wit, E. C. (2015). Bayesian Structure Learning in Sparse Gaussian Graphical Models, Bayesian Analysis, 10(1):109-138

Letac, G., Massam, H. and Mohammadi, R. (2018). The Ratio of Normalizing Constants for Bayesian Graphical Gaussian Model Selection, arXiv preprint arXiv:1706.04416v2

Dobra, A. and Mohammadi, R. (2018). Loglinear Model Selection and Human Mobility, Annals of Applied Statistics, 12(2):815-845

Mohammadi, A. et al (2017). Bayesian modelling of Dupuytren disease by using Gaussian copula graphical models, Journal of the Royal Statistical Society: Series C, 66(3):629-645

See Also

bdgraph, precision, plinks

Examples

Run this code
# NOT RUN {
# Generating multivariate normal data from a 'circle' graph
data.sim <- bdgraph.sim( n = 70, p = 6, graph = "circle", vis = TRUE )

bdgraph.obj   <- bdgraph( data = data.sim )

covariance( bdgraph.obj ) # Estimated covariance matrix
  
data.sim $ sigma   # True covariance matrix
# }

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